PREVIEW / futures_30min / 2016-03-27

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-27.parquet
  size:    20 KB
  rows:    514

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2016-03-27 18:00:00	ES	Futures	2192.51	2194.94	2192.24	2193.05	4698.0
2016-03-27 18:30:00	ES	Futures	2193.05	2193.86	2192.78	2193.32	846.0
2016-03-27 19:00:00	ES	Futures	2193.32	2193.86	2192.78	2193.86	607.0
2016-03-27 19:30:00	ES	Futures	2193.86	2195.75	2193.59	2195.48	2249.0
2016-03-27 20:00:00	ES	Futures	2195.48	2196.56	2194.4	2195.21	3610.0
2016-03-27 20:30:00	ES	Futures	2195.21	2197.1	2195.21	2196.83	1843.0
2016-03-27 21:00:00	ES	Futures	2196.83	2197.37	2195.75	2196.29	1686.0
2016-03-27 21:30:00	ES	Futures	2196.56	2197.37	2196.02	2197.1	1562.0
2016-03-27 22:00:00	ES	Futures	2197.1	2197.1	2196.56	2196.83	676.0
2016-03-27 22:30:00	ES	Futures	2197.1	2197.64	2196.56	2196.83	1330.0
2016-03-27 23:00:00	ES	Futures	2196.83	2197.37	2196.29	2197.1	1012.0
2016-03-27 23:30:00	ES	Futures	2196.83	2197.64	2196.83	2197.64	732.0
2016-03-27 18:00:00	NQ	Futures	5238.31	5246.04	5236.23	5240.99	640.0
2016-03-27 18:30:00	NQ	Futures	5240.99	5243.37	5240.69	5241.28	109.0
2016-03-27 19:00:00	NQ	Futures	5241.88	5243.66	5240.99	5242.47	69.0
2016-03-27 19:30:00	NQ	Futures	5242.47	5248.13	5242.47	5248.13	213.0
2016-03-27 20:00:00	NQ	Futures	5247.83	5251.4	5246.34	5248.13	598.0
2016-03-27 20:30:00	NQ	Futures	5247.83	5251.99	5247.83	5250.8	227.0
2016-03-27 21:00:00	NQ	Futures	5251.7	5253.48	5249.02	5250.51	341.0
2016-03-27 21:30:00	NQ	Futures	5251.7	5253.48	5250.8	5252.89	250.0
2016-03-27 22:00:00	NQ	Futures	5253.18	5253.48	5251.7	5252.89	148.0
2016-03-27 22:30:00	NQ	Futures	5253.18	5255.27	5251.4	5251.4	200.0
2016-03-27 23:00:00	NQ	Futures	5251.7	5253.18	5251.1	5251.99	75.0
2016-03-27 23:30:00	NQ	Futures	5251.99	5253.48	5251.99	5253.48	62.0
2016-03-27 18:00:00	YM	Futures	18693.3	18702.9	18682.6	18684.7	640.0
2016-03-27 18:30:00	YM	Futures	18686.9	18693.3	18684.7	18689.0	119.0
2016-03-27 19:00:00	YM	Futures	18689.0	18692.2	18686.9	18690.1	156.0
2016-03-27 19:30:00	YM	Futures	18691.1	18711.5	18691.1	18708.3	354.0
2016-03-27 20:00:00	YM	Futures	18710.4	18713.6	18697.6	18701.9	514.0
2016-03-27 20:30:00	YM	Futures	18702.9	18719.0	18700.8	18715.8	381.0
2016-03-27 21:00:00	YM	Futures	18714.7	18719.0	18705.1	18710.4	335.0
2016-03-27 21:30:00	YM	Futures	18710.4	18717.9	18709.3	18715.8	288.0
2016-03-27 22:00:00	YM	Futures	18717.9	18723.3	18716.8	18721.1	379.0
2016-03-27 22:30:00	YM	Futures	18721.1	18726.5	18714.7	18715.8	224.0
2016-03-27 23:00:00	YM	Futures	18715.8	18717.9	18711.5	18714.7	241.0
2016-03-27 23:30:00	YM	Futures	18714.7	18724.3	18713.6	18724.3	181.0
2016-03-27 18:00:00	CL	Futures	43.9	44.27	43.89	44.08	2305.0
2016-03-27 18:30:00	CL	Futures	44.08	44.14	44.03	44.11	536.0
2016-03-27 19:00:00	CL	Futures	44.11	44.14	44.07	44.14	798.0
2016-03-27 19:30:00	CL	Futures	44.13	44.14	44.09	44.13	529.0
2016-03-27 20:00:00	CL	Futures	44.14	44.17	44.07	44.12	959.0
2016-03-27 20:30:00	CL	Futures	44.12	44.23	44.12	44.22	1049.0
2016-03-27 21:00:00	CL	Futures	44.22	44.23	44.17	44.22	1010.0
2016-03-27 21:30:00	CL	Futures	44.22	44.29	44.21	44.23	1143.0
2016-03-27 22:00:00	CL	Futures	44.23	44.25	44.08	44.14	1763.0
2016-03-27 22:30:00	CL	Futures	44.13	44.18	44.12	44.14	528.0
2016-03-27 23:00:00	CL	Futures	44.14	44.19	44.11	44.17	472.0
2016-03-27 23:30:00	CL	Futures	44.17	44.17	44.12	44.13	214.0
2016-03-27 18:00:00	GC	Futures	1660.9	1661.9	1657.4	1657.6	444.0
2016-03-27 18:30:00	GC	Futures	1657.5	1660.1	1656.7	1657.9	176.0

> showing 50 of 514 rows — these rows as CSV

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